Open AccessSecond-Order Approximation of Dynamic Models with Time-Varying Risk
Author(s) -
Gianluca Benigno,
Pierpaolo Benigno,
Salvatore Nisticò
Publication year - 2010
Language(s) - English
Resource type - Reports
DOI - 10.3386/w16633
Subject(s) - order (exchange) , mathematics , computer science , econometrics , economics , finance